Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Balchem Corporation (BCPC) had 120-Day Put-Call Implied Volatility Ratio of 1.0624 for 2024-07-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1801
Historical Volatility (Parkinson)	0.1723
Implied Volatility (Calls)	0.2267
Implied Volatility (Puts)	0.2408
Implied Volatility (Mean)	0.2338
Put-Call Implied Volatility Ratio	1.0624
Implied Volatility Skew	0.0463
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0003
Forward Price	156.30
Call Breakeven Price	168.86
Put Breakeven Price	144.80
Option Breakeven Price	168.86